valentineus/overnight-trading-bot
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eleventh version
Deploy / Test, build and deploy (push) Failing after 2m15s
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This commit is contained in:
Valentin Popov
2026-06-08 15:33:56 +00:00
parent 7626c1b831
commit e074eeedf2
22 changed files with 681 additions and 55 deletions
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internal/repository/mysql/repository.go
+24 -5
View File
@@ -231,13 +231,13 @@ func (r *Repository) mergeFeatures(ctx context.Context, oldInstrumentUID, newIns
INSERT INTO features (
instrument_uid, trade_date, r_on, r_day, mu_on_60, mu_on_252, sigma_on_60, q05_on_60_abs,
tstat_on_60, win_on_60, ewma_on, spread_bps, half_spread_bps, tick_bps,
adv_20, expected_cost_bps, net_edge_bps, entry_interval_volume,
adv_20, expected_cost_bps, cost_breakdown_json, net_edge_bps, entry_interval_volume,
exit_interval_volume, calculated_at
)
SELECT
?, trade_date, r_on, r_day, mu_on_60, mu_on_252, sigma_on_60, q05_on_60_abs,
tstat_on_60, win_on_60, ewma_on, spread_bps, half_spread_bps, tick_bps,
adv_20, expected_cost_bps, net_edge_bps, entry_interval_volume,
adv_20, expected_cost_bps, cost_breakdown_json, net_edge_bps, entry_interval_volume,
exit_interval_volume, calculated_at
FROM features WHERE instrument_uid=?
ON DUPLICATE KEY UPDATE
@@ -247,6 +247,7 @@ ON DUPLICATE KEY UPDATE
ewma_on=VALUES(ewma_on), spread_bps=VALUES(spread_bps),
half_spread_bps=VALUES(half_spread_bps), tick_bps=VALUES(tick_bps),
adv_20=VALUES(adv_20), expected_cost_bps=VALUES(expected_cost_bps),
cost_breakdown_json=VALUES(cost_breakdown_json),
net_edge_bps=VALUES(net_edge_bps), entry_interval_volume=VALUES(entry_interval_volume),
exit_interval_volume=VALUES(exit_interval_volume), calculated_at=VALUES(calculated_at)`, newInstrumentUID, oldInstrumentUID)
if err != nil {
@@ -392,12 +393,12 @@ func (r *Repository) UpsertFeature(ctx context.Context, feature domain.FeatureSe
INSERT INTO features (
instrument_uid, trade_date, r_on, r_day, mu_on_60, mu_on_252, sigma_on_60, q05_on_60_abs,
tstat_on_60, win_on_60, ewma_on, spread_bps, half_spread_bps, tick_bps,
adv_20, expected_cost_bps, net_edge_bps, entry_interval_volume,
adv_20, expected_cost_bps, cost_breakdown_json, net_edge_bps, entry_interval_volume,
exit_interval_volume, calculated_at
) VALUES (
:instrument_uid, :trade_date, :r_on, :r_day, :mu_on_60, :mu_on_252, :sigma_on_60, :q05_on_60_abs,
:tstat_on_60, :win_on_60, :ewma_on, :spread_bps, :half_spread_bps, :tick_bps,
:adv_20, :expected_cost_bps, :net_edge_bps, :entry_interval_volume,
:adv_20, :expected_cost_bps, :cost_breakdown_json, :net_edge_bps, :entry_interval_volume,
:exit_interval_volume, :calculated_at
) ON DUPLICATE KEY UPDATE
r_on=VALUES(r_on), r_day=VALUES(r_day), mu_on_60=VALUES(mu_on_60),
@@ -406,6 +407,7 @@ INSERT INTO features (
ewma_on=VALUES(ewma_on), spread_bps=VALUES(spread_bps),
half_spread_bps=VALUES(half_spread_bps), tick_bps=VALUES(tick_bps),
adv_20=VALUES(adv_20), expected_cost_bps=VALUES(expected_cost_bps),
cost_breakdown_json=VALUES(cost_breakdown_json),
net_edge_bps=VALUES(net_edge_bps), entry_interval_volume=VALUES(entry_interval_volume),
exit_interval_volume=VALUES(exit_interval_volume), calculated_at=VALUES(calculated_at)`, featureRowFromDomain(feature))
return err
@@ -670,7 +672,10 @@ ON DUPLICATE KEY UPDATE
halt_reason=IF(halted=1 AND VALUES(halted)=0, halt_reason, VALUES(halt_reason)),
last_heartbeat=VALUES(last_heartbeat),
context_json=VALUES(context_json)`, state, mode, halted, nullableString(reason), contextJSON)
return err
if err != nil {
return err
}
return r.insertSystemStateHistory(ctx, state, mode, halted, reason, contextJSON)
}
func (r *Repository) forceSaveSystemState(ctx context.Context, state domain.SystemState, mode domain.Mode, halted bool, reason string, contextJSON string) error {
@@ -684,6 +689,16 @@ ON DUPLICATE KEY UPDATE
state=VALUES(state), mode=VALUES(mode), halted=VALUES(halted),
halt_reason=VALUES(halt_reason), last_heartbeat=VALUES(last_heartbeat),
context_json=VALUES(context_json)`, state, mode, halted, nullableString(reason), contextJSON)
if err != nil {
return err
}
return r.insertSystemStateHistory(ctx, state, mode, halted, reason, contextJSON)
}
func (r *Repository) insertSystemStateHistory(ctx context.Context, state domain.SystemState, mode domain.Mode, halted bool, reason string, contextJSON string) error {
_, err := r.execer().ExecContext(ctx, `
INSERT INTO system_state_history (ts, state, mode, halted, halt_reason, context_json)
VALUES (UTC_TIMESTAMP(3), ?, ?, ?, ?, ?)`, state, mode, halted, nullableString(reason), contextJSON)
return err
}
@@ -731,6 +746,10 @@ func (r *Repository) getSystemMode(ctx context.Context) (domain.Mode, error) {
return mode, nil
}
func (r *Repository) GetSystemMode(ctx context.Context) (domain.Mode, error) {
return r.getSystemMode(ctx)
}
func (r *Repository) WasDailyReportSent(ctx context.Context, reportDate time.Time, accountIDHash string) (bool, error) {
var count int
if err := r.getContext(ctx, &count, `
internal/repository/mysql/rows.go
+3
View File
@@ -80,6 +80,7 @@ type featureRow struct {
TickBps decimal.Decimal `db:"tick_bps"`
ADV20 decimal.Decimal `db:"adv_20"`
ExpectedCostBps decimal.Decimal `db:"expected_cost_bps"`
CostBreakdownJSON sql.NullString `db:"cost_breakdown_json"`
NetEdgeBps decimal.Decimal `db:"net_edge_bps"`
EntryIntervalVolume decimal.Decimal `db:"entry_interval_volume"`
ExitIntervalVolume decimal.Decimal `db:"exit_interval_volume"`
@@ -104,6 +105,7 @@ func featureRowFromDomain(feature domain.FeatureSet) featureRow {
TickBps: feature.TickBps,
ADV20: feature.ADV20,
ExpectedCostBps: feature.ExpectedCostBps,
CostBreakdownJSON: sql.NullString{String: feature.CostBreakdownJSON, Valid: feature.CostBreakdownJSON != ""},
NetEdgeBps: feature.NetEdgeBps,
EntryIntervalVolume: feature.EntryIntervalVolume,
ExitIntervalVolume: feature.ExitIntervalVolume,
@@ -129,6 +131,7 @@ func (r featureRow) domain() domain.FeatureSet {
TickBps: r.TickBps,
ADV20: r.ADV20,
ExpectedCostBps: r.ExpectedCostBps,
CostBreakdownJSON: r.CostBreakdownJSON.String,
NetEdgeBps: r.NetEdgeBps,
EntryIntervalVolume: r.EntryIntervalVolume,
ExitIntervalVolume: r.ExitIntervalVolume,